V-Lab: Silver Lake Resources Ltd MF2-GARCH Volatility Analysis

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V-Lab

Silver Lake Resources Ltd MF2-GARCH Volatility Analysis

Volatility Prediction for Monday, April 29th, 2024:44.08% (-0.33%)

Analysis last updated: Saturday, April 27, 2024 at 07:56 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	76
$α$	0.0491	13.94
$β$	0.8498	88.22
$γ$	0.0201	4.02
$λ_{1}$	3.4056	0.80
$λ_{2}$	0.7743	0.96
$λ_{3}$	0.0000	0.00

Estimation Period:
Nov 14, 2007 to Apr 26, 2024

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Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts